Cerespo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.87% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2507 | 3.00 | |
| 0.1630 | 6.03 | |
| 0.7323 | 20.88 | |
| 0.0634 | 0.58 | |
| -0.1751 | -1.22 | |
| 0.1586 | 1.87 | |
| -0.0320 | -0.39 | |
| -0.0010 | -0.01 | |
| -0.0875 | -0.61 | |
| 0.1574 | 1.11 | |
| -0.0234 | -0.20 | |
| -0.3191 | -3.03 | |
| 0.4307 | 5.13 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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